The Exactness Property of the Vector Exact l1 Penalty Function Method in Nondifferentiable Invex Multiobjective Programming

ABSTRACT In this article, the vector exact l1 penalty function method used for solving nonconvex nondifferentiable multiobjective programming problems is analyzed. In this method, the vector penalized optimization problem with the vector exact l1 penalty function is defined. Conditions are given guaranteeing the equivalence of the sets of (weak) Pareto optimal solutions of the considered nondifferentiable multiobjective programming problem and of the associated vector penalized optimization problem with the vector exact l1 penalty function. This equivalence is established for nondifferentiable invex vector optimization problems. Some examples of vector optimization problems are presented to illustrate the results established in the article.

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